Why are all optimization results the same?

FAQs - Category: Backtest

If all the results in your strategy optimization are identical, it usually indicates one of the following issues:

  1. No Variation in Parameters – The range of values set for optimization parameters might be too narrow or even fixed, leading to no real optimization process.
  2. Incorrect Parameter Configuration – The optimization process may not be properly linked to the variables in your trading strategy, causing the same output regardless of changes.
  3. Strategy Logic Not Dependent on Parameters – If your trading logic doesn’t actually use the variables you are optimizing, ProRealTime won’t generate different results.
  4. Optimization Constraints – Certain settings in ProRealTime might be restricting the optimization results, such as a fixed step size too large to capture changes.
  5. Data or Market Conditions – If the chosen market data is too uniform over time, different parameter values may yield similar outcomes.

Solution

To resolve this issue, follow these steps:

  1. Check the Parameter Ranges – Ensure that the values set for optimization are diverse enough to allow meaningful variations in results. Avoid using too small or too large steps.
  2. Verify Strategy Code – Confirm that the optimized variables are actively used in your trading conditions. A common mistake is defining a variable but not actually using it in calculations.
  3. Use a Debugging Approach – Run a few manual backtests with different parameter values and verify whether the results change before running full optimization.
  4. Modify Step Size – If your step size is too large, small variations might be ignored. Try reducing the increment and checking if results start to change.
  5. Test with Different Data Sets – Sometimes, a single dataset does not expose parameter differences. Test with different market conditions or instruments.
  6. Ensure Optimization is Enabled – Check that ProRealTime is actually optimizing the selected parameters and that they are not unintentionally fixed at a single value.

If the issue persists after these checks, consider testing your strategy on a different timeframe or market to see if the behavior changes.

Back to FAQs
Logo Logo
Loading...